7.2 Missing Values in Expressions

Most numeric operators yield system-missing when given any
system-missing operand. A string operator given any system-missing
operand typically results in the empty string. Exceptions are listed
under particular operator descriptions.

String user-missing values are not treated specially in expressions.

User-missing values for numeric variables are always transformed into
the system-missing value, except inside the arguments to the
VALUE and SYSMIS functions.

The missing-value functions can be used to precisely control how missing
values are treated in expressions. See Missing Value Functions, for
more details.